Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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S.B.5: Counterparty Netting

Report Date Reporting Entity PID Product Counterparty Collection Reference Product Reference Sub Product Reference Collateral Class Maturity Bucket Effective Maturity Bucket Encumbrance Type Market Value Maturity Amount Collateral Value G-SIB Risk Weight Internal Internal Counterparty
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.5 S.B.5: Counterparty Netting E-9 Day 59 Day 50 306724600161.60 455366976801.20 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty International Finance Ltd. S.B.5 S.B.5: Counterparty Netting E-4 Day 34 Day 51 219409526540.58 949603089654.76 None Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.5 S.B.5: Counterparty Netting A-3 >5 Yr Day 54 993305163808.78 144107243634.79 None Liberty Mortgage Services Corp.
2025-09-17 Liberty National Bank S.B.5 S.B.5: Counterparty Netting N-2 Day 50 Day 50 753343128999.58 476243999116.59 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.5 S.B.5: Counterparty Netting G-3-Q >5 Yr Day 16 894129279104.08 75549766376.54 None Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.5 S.B.5: Counterparty Netting IG-6 Day 16 121 - 150 Days 801121473774.65 399217357226.92 None Liberty Mortgage Services Corp.
2025-09-17 Liberty Capital Markets Inc. S.B.5 S.B.5: Counterparty Netting N-4 Day 29 Day 22 219370544633.81 83991397183.75 None Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.5 S.B.5: Counterparty Netting P-1 75 - 82 Days >5 Yr 864150140271.92 392809989719.79 None Liberty National Bank
2025-09-17 Liberty International Finance Ltd. S.B.5 S.B.5: Counterparty Netting A-4 Day 35 Day 18 831029093354.21 501884481467.93 None Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.5 S.B.5: Counterparty Netting G-2 Day 20 >5 Yr 23236692006.75 686673060596.83 None Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.B.5 S.B.5: Counterparty Netting L-5 Day 21 Day 37 577753735860.60 237964095248.48 None Liberty International Finance Ltd.
2025-09-17 Liberty International Finance Ltd. S.B.5 S.B.5: Counterparty Netting E-3 Day 52 Day 6 367124627139.60 73468135481.85 None Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.B.5 S.B.5: Counterparty Netting G-3 Day 41 Day 48 984704488144.85 217349328101.52 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Capital Markets Inc. S.B.5 S.B.5: Counterparty Netting N-4 Day 57 Day 46 228220536203.82 863894752500.39 None Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.5 S.B.5: Counterparty Netting S-7 >5 Yr Day 43 406203200518.06 556897188330.67 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Capital Markets Inc. S.B.5 S.B.5: Counterparty Netting G-3 Day 25 Day 48 353672992422.06 654604579637.64 None Liberty Mortgage Services Corp.
2025-09-17 Liberty National Bank S.B.5 S.B.5: Counterparty Netting IG-7 Day 29 Day 58 607179957076.40 736127852646.43 None Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.B.5 S.B.5: Counterparty Netting S-3 Day 20 Day 21 783634576982.33 247063406961.02 None Liberty National Bank
2025-09-17 Liberty Capital Markets Inc. S.B.5 S.B.5: Counterparty Netting E-1-Q >3 Yr <= 4 Yr 91 - 120 Days 190545387075.38 224896764669.86 None Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.5 S.B.5: Counterparty Netting N-5 Day 44 Day 45 12040819152.45 425291350962.41 None Liberty Capital Markets Inc.
2025-09-17 Liberty Capital Markets Inc. S.B.5 S.B.5: Counterparty Netting G-3 151 - 179 Days Day 38 738203704792.34 144858468697.77 None Liberty International Finance Ltd.
2025-09-17 Liberty National Bank S.B.5 S.B.5: Counterparty Netting A-0-Q Day 29 Day 31 663268544058.32 182542888016.14 None Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.5 S.B.5: Counterparty Netting S-5 180 - 270 Days Day 8 885366507637.36 316967969859.26 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.5 S.B.5: Counterparty Netting A-1-Q Day 30 Day 46 496917050566.14 226996034104.94 None Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.5 S.B.5: Counterparty Netting A-3 Day 56 Day 58 947000569772.39 17879114943.12 None Liberty Mortgage Services Corp.